Exact average run lengths of CUSUM schemes for Erlang distributions

Knoth, Sven

doi:10.1080/07474949808836405

Exact average run lengths of CUSUM schemes for Erlang distributions

Publication date

1998

Document type

Forschungsartikel

Author

Knoth, Sven

Organisational unit

Europa-Universität Viadrina Frankfurt (Oder)

DOI

10.1080/07474949808836405

URI

https://openhsu.ub.hsu-hh.de/handle/10.24405/21909

Publisher

Taylor & Francis

Series or journal

Sequential Analysis

ISSN

0747-4946

Periodical volume

17

Periodical issue

2

First page

173

Last page

184

Part of the university bibliography

Nein

Language

English

Abstract

An exact solution of the integral equation for the ARL function of CUSUM schemes in the case of Erlang distributed observations is presented. The results are derived in a direct way similary to Vardeman and Ray (1985) in the case of exponentially distributed random variables.

Description

Published online: 29 Mar 2007

Version

Published version

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